Thanks Gareth,
It works in Eviews 10 (provides the breakdates in vector).
Search found 13 matches
- Fri Dec 08, 2017 5:22 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 21
- Views: 43959
- Thu Dec 07, 2017 10:58 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 21
- Views: 43959
- Thu Dec 07, 2017 8:49 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 21
- Views: 43959
Re: Bai and Perron multiple break test
Since I am assuming multiple breaks, I created 6 by 10 matrix by
matrix(6,10) breaks
and used
breaks(!j,!i)=eq.@breaks(!j)
in the loop, is shows following error:
@BREAKS is not a member or procedure of EQ in "BREAKS(1,1)=EQ.@BREAKS(1)
matrix(6,10) breaks
and used
breaks(!j,!i)=eq.@breaks(!j)
in the loop, is shows following error:
@BREAKS is not a member or procedure of EQ in "BREAKS(1,1)=EQ.@BREAKS(1)
- Thu Dec 07, 2017 6:04 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 21
- Views: 43959
Re: Bai and Perron multiple break test
Dear Gareth/Glenn, I used following code for the Bai-Perron test for the above data. matrix(24,10) coefs matrix(24,10) pvals matrix(6,10) breaks for !i=1 to 10 smpl if id=!i equation eq equation eq.BREAKLS(METHOD=GLOB,HETERR,SELECT=WDMAX) y C x1 x2 x3 for !j=1 to eq.@ncoefs coefs(!j,!i) = eq.@coef(!...
- Sun Dec 03, 2017 8:37 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 21
- Views: 43959
Re: Bai and Perron multiple break test
Dear Gareth, I have a large dataset of multiple samples (sorted by id, see attached sample). I wanted to test multiple breakpoints (based on Bai perron test) for each sample and store the coefficients, p-values and break dates for the regression Y=a+b1.x1+b2.x2+b3.x3 Can you suggest me any loop comm...
- Tue Jan 07, 2014 6:26 am
- Forum: Estimation
- Topic: Estimating Multivariate TVTP Markov Switching model
- Replies: 9
- Views: 10402
Re: Estimating Multivariate TVTP Markov Switching model
Startz is right. By default, EViews uses random search for initial values. You can either choose "User supplied" option as the starting method or save/specify the "Seed" value of random number generator for further use. I'd like to remind you that the estimation of time varying ...
- Fri Jan 03, 2014 4:56 am
- Forum: Estimation
- Topic: Estimating Multivariate TVTP Markov Switching model
- Replies: 9
- Views: 10402
Re: Estimating Multivariate TVTP Markov Switching model
Dear Glenn,
Now I am facing the convergence problem.
I run the model once and found convergence, but when I run the same model the following day, it say' convergence not achieved after certain iteration'.
How would I solve the problem?
Please help.
Now I am facing the convergence problem.
I run the model once and found convergence, but when I run the same model the following day, it say' convergence not achieved after certain iteration'.
How would I solve the problem?
Please help.
- Thu Jan 02, 2014 7:14 am
- Forum: Estimation
- Topic: Markov switching model
- Replies: 30
- Views: 56046
Re: Markov switching model
Dear Trubador, I am estimating Multivariate Markov Switching model with Eviews8. I am facing the convergence problem. I run the model once and found convergence, but when I run the same model the following day, it say' convergence not achieved after certain iteration'. How would I solve the problem?...
- Wed Nov 13, 2013 7:14 am
- Forum: Add-in Support
- Topic: RecShade (add US recession shading)
- Replies: 27
- Views: 74991
Re: RecShade (add US recession shading)
EViews Gareth wrote:If you open up the add-in file, you should see that it is pretty straight forward to change the dates.
Thanks
I have got it.
- Fri Nov 08, 2013 5:30 am
- Forum: Estimation
- Topic: Estimating Multivariate TVTP Markov Switching model
- Replies: 9
- Views: 10402
Re: Estimating Multivariate TVTP Markov Switching model
EViews Glenn wrote:You'll have to be more specific about the Filardo paper to which you refer and the model in question.
Thanks for your reply.
I have used the explanatory variables on List of non-switching regressor and it worked.
thanks
- Fri Nov 08, 2013 5:26 am
- Forum: Add-in Support
- Topic: RecShade (add US recession shading)
- Replies: 27
- Views: 74991
Re: RecShade (add US recession shading)
Dear,
I m working on UK recession data.
I have used Composite Leading Indicator(CLI) of OECD to define the recession data.
Can someone let me if it is possible to use RecShade on UK data.
Or if not possible than how can I make an addin with UK data?
thanks
Sohan
I m working on UK recession data.
I have used Composite Leading Indicator(CLI) of OECD to define the recession data.
Can someone let me if it is possible to use RecShade on UK data.
Or if not possible than how can I make an addin with UK data?
thanks
Sohan
- Wed Oct 30, 2013 3:55 am
- Forum: Estimation
- Topic: WARNING: Singular covariance - coefficients are not unique
- Replies: 1
- Views: 4483
WARNING: Singular covariance - coefficients are not unique
Dear all,
I am trying to estimate the markov switching model.
But when I run the model I got the error
'WARNING: Singular covariance - coefficients are not unique'
and there is no std error and s-statistic values.
Can somebody help plzzzzzzzz.
thanks
I am trying to estimate the markov switching model.
But when I run the model I got the error
'WARNING: Singular covariance - coefficients are not unique'
and there is no std error and s-statistic values.
Can somebody help plzzzzzzzz.
thanks
- Sat Oct 26, 2013 1:42 am
- Forum: Estimation
- Topic: Estimating Multivariate TVTP Markov Switching model
- Replies: 9
- Views: 10402
Estimating Multivariate TVTP Markov Switching model
Dear All, I am trying to estimate a multivariate markov switching model where the transition probabilities will be estimated with Filardo's (1998) procedure. To more elaborate Filardo (1998) choose a information variables for transition probabilities. I want to use Composite leading Indication (CLI)...